+4,405.6%
CNC vs FLR
+314.3%
+4,091.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.8% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -1.8% | -0.7% | -1.1% | -1.9% |
| 3M | -0.7% | +14.3% | -15.0% | -3.8% |
| 6M | +47.9% | +25.6% | +22.4% | +39.9% |
| YTD | +56.9% | +42.9% | +14.1% | +44.6% |
| 1Y | +123.9% | +38.7% | +85.2% | +106.3% |
| 3Y | -1.3% | +61.8% | -63.0% | -16.0% |
| 5Y | +2.8% | +254.1% | -251.3% | -28.1% |
| 10Y | +90.9% | +20.0% | +70.8% | +42.8% |
| All | +4,405.6% | +314.3% | +4,091.3% | +1,795.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling